2007
DOI: 10.1109/iembs.2007.4353602
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Multidimensional Models for Methodological Validation in Multifractal Analysis

Abstract: Abstract. Multifractal analysis is known as a useful tool in signal analysis. However, the methods are often used without methodological validation. In this study, we present multidimensional models in order to validate multifractal analysis methods.

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Cited by 4 publications
(1 citation statement)
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“…Different properties have been established by simulation when the true process is a fractional Brownian process [29], and ARFIMA(p,d,q) processes [30], even in the presence of trends. However, the length of the series considered on these papers are short enough to generate doubts about the estimation accuracy of α, when working with real data.…”
Section: Propertiesmentioning
confidence: 99%
“…Different properties have been established by simulation when the true process is a fractional Brownian process [29], and ARFIMA(p,d,q) processes [30], even in the presence of trends. However, the length of the series considered on these papers are short enough to generate doubts about the estimation accuracy of α, when working with real data.…”
Section: Propertiesmentioning
confidence: 99%